| Programme: | BA (Hons) Finance and Investment Management (Newcastle Cohort) BA (Hons) Finance and Investment Management (Hong Kong Cohort) BA (Hons) International Banking and Finance (Newcastle Cohort) BA (Hons) International Banking and Finance (London Cohort) BA (Hons) International Banking and Finance (Qatar Cohort) |
| Module Code: | |
| Module Title: | Banking Risk 2 |
| Distributed on: | Week 1 |
| Submission Time and Date: | See your blackboard site for submission requirements |
| Word Limit: | 3,000 words |
| Weighting | This coursework accounts for 100% of the total mark for this module |
| Submission of Assessment | All assignments must be submitted to the correct Submission Point that is located on the Module site under ‘Assessment’ using Turnitin. Electronic Management of Assessment (EMA): Please ensure that you submit to the correct submission point on Turnitin. It is your responsibility to ensure that your assignment arrives before the submission deadline stated above. See the University policy on late submission of work (the relevant extract is set out below). Do not email assignments as attachments to the University unless asked to do so by the programme administrator. |
Instructions on Assessment:
To answer the questions below, you must choose one Global Systemically Important Financial Institution to provide examples. When answering both questions, you are required to demonstrate how the risks within each question interact.
- In the context of the most recent international regulatory frameworks, critically evaluate the role of the bank’s asset-liability committees (ALCOs) in measuring and managing interest rate and liquidity risk. To support this, you are required to calculate and interpret appropriate measurement techniques.
- Words, 50 Marks)
- Using literature and examples, compare and contrast your chosen bank’s operational risk management performance within the dynamic regulatory and banking environment over the last three years. In response, construct a fraud risk assessment framework using these examples and future potential exposures. This framework should acknowledge the current legislative and regulatory infrastructure in which your bank operates.
- Words, 50 Marks)
Assessment structure guidelines are as follows:
- Your assignment can be in the form of a report, but you should not separate all the individual risks.
- Length maximum of 3000 words (with a +/- 10% tolerance level) must be stated.
- Font – Arial 12, the whole document being fully justified with 1.5 line spacing.
- Titles and headings should be in bold. Section headings should be numbered, e.g. 3.1.
- Quotations of more than two lines must be indented and in italics with the reference and page number stated. Shorter quotes should be in italics but do not need to be indented.
- Tables and figures should be inserted at an appropriate point in the text and should be easily readable.
- No large tables, except a detailed fraud risk framework.
- If you are attaching any appendices, please keep them to a minimum.
- Referencing must be APA 6th style.
Late submission of work
Where coursework is submitted without approval, after the published hand-in deadline, the following penalties will apply.
For coursework submitted up to 1 working day (24 hours) after the published hand-in deadline without approval, 10% of the total marks available for the assessment (i.e.100%) shall be deducted from the assessment mark.
For clarity: a late piece of work that would have scored 65%, 55% or 45% had it been handed in on time will be awarded 55%, 45% or 35% respectively as 10% of the total available marks will have been deducted.
The Penalty does not apply to Pass/Fail Modules, i.e. there will be no penalty for late submission if assessments on Pass/Fail are submitted up to 1 working day (24 hours) afterthe published handin deadline.
Coursework submitted more than 1 day (24 hours) after the published hand-in deadline without approval will be marked as zero but will be eligible for referral. The reassessment should where appropriate, and as determined by the Module Leader, be the same method (e.g. essay) but maybe with a different task (e.g. different essay title) or with the same task (e.g. the same essay title) as indicated in the Module handbook.
In modules where there is more than one assessment component, Students are not required to complete all assessment components if an overall Pass Mark (40% UG, 50% PGT) has been achieved.
The only permitted exception will be in cases where the University is prevented from doing so by a PSRB requirement. In the case of PSRB requirements, a variation order will be required from the regulations.
In modules, where there is more than one assessment component and an overall pass mark has not been achieved, Students will be eligible for a referral* in the individual failed module and/or not attempted component(s) of assessment.
These provisions apply to all assessments, including those assessed on a Pass/Fail basis.
The full policy can be found here.
Word limits and penalties
If the assignment is within +10% of the stated word limit no penalty will apply.
The word count is to be declared on the front page of your assignment and the assignment cover sheet. The word count does not include:
The word count is to be declared on the front page of your assignment and the assignment cover sheet. The word count does not include:
| • Contents page | • Reference list | • Appendices | • Appropriate |
| • Glossary | • Bibliography | • Quotes from interviews and focus groups. | tables, figures and illustrations |
Title and
Please note, in text citations [e.g. (Smith, 2021)] and direct secondary quotations [e.g. “dib-dab nonsense analysis” (Smith, 2021 p.123)] are INCLUDED in the word count.
If this word count is falsified, students are reminded that under ARTA this will be regarded as academic misconduct.
If the word limit of the full assignment exceeds the +10% limit, 10% of the mark provisionally awarded to the assignment will be deducted. For example: if the assignment is worth 70 marks but is above the word limit by more than 10%, a penalty of 7 marks will be imposed, giving a final mark of 63.
Students must retain an electronic copy of this assignment (including ALL appendices) and it must be made available within 24hours of them requesting it be submitted.
The full Word Limit Policy is available here.
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Mapping to Programme Goals and Objectives
Programme (Level) Learning Outcomes that this module contributes to:
Knowledge & Understanding:
- Assess knowledge of contemporary professional practice in business and management informed by theory and research. [LO 1.1]
- Appraise knowledge of business and management to complex problems in professional practice in order to identify justifiable, sustainable and responsible solutions [LO 1.2]
Intellectual / Professional skills & abilities:
- Critique creative and critical thinking skills that involve independence, understanding, justification and the ability to challenge the thinking of self and others [LO 2.2]
Personal Values Attributes (Global / Cultural awareness, Ethics, Curiosity) (PVA):
- Critique their personal skills and attitudes for progression to post-graduate contexts, including professional work, entrepreneurship and higher-level study [LO 3.2]
Module Specific Assessment Criteria
You will be expected to demonstrate the following learning outcomes at the end of the module:
Knowledge & Understanding:
- Develop knowledge and understanding of interest rate, liquidity, and operational risks. [MLO1]
- Critically evaluate and develop an effective fraud assessment framework to prevent the fraud associated with the banking risk in the banking and finance institutions. [MLO2] Intellectual / Professional skills & abilities:
- You will develop the quantitative as well as qualitative evaluation while measuring and managing the interest rate, liquidity and operational risks. [MLO3]
Personal Values Attributes (Global / Cultural awareness, Ethics, Curiosity) (PVA):
- You will become culturally and ethically aware of the impact of risk management systems on organisational decision-making and their antecedents’ effects on the banking and financial institutions. [MLO4]
Assessment Brief – Level Six Undergraduate
| Components | Completely Insufficient 0-10 | Weak 11-20 | Adequate 21-25 | Good 26-30 | Very Good 31-35 | Excellent 36-40 | Outstanding 41-50 |
| 1. Interest Rate and Liquidity Risk Management | Limited/No knowledge of interest rate and liquidity risk has been demonstrated. You haven’t attempted to example any application or interpretation. | Your review of the interest rate and liquidity risk lacks sufficient details, mainly confined to the definitions. Further, you have only provided a limited application. | Your review of the interest rate and liquidity risk is restricted to background research and the lecture content, but you have mentioned the relevant regulations. Further, you have only provided a limited application. | Your review of the interest rate and liquidity risk is reasonably researched, covering most measurement and management (ALCO) with generally sound arguments. Further, your application examples show a good level of understanding. | Your review of the interest rate and liquidity risk is well researched, covering measurement and management (ALCO) with rationalised arguments (as well as traditional theory). From your research, It is clear that you understand the regulations. The application examples have been selected to demonstrate your understanding. | Your review of the interest rate and liquidity risk is critically researched with insightful arguments covering all traditional theories, measurement and management (ALCO). You have demonstrated further understanding via your application examples, which highlight how your bank addresses the regulatory requirements. | You have produced an exemplary review of the interest rate and liquidity risk literature, providing critical arguments of how banks address the regulations on all aspects of identifying measurement and management (ALCO). You have fully understood how this risk affects your bank via your quantitative examples and have ascertained areas for improvement. |
| 2. Operational Risk and Fraud Risk Framework | Limited/No knowledge operational has been demonstrated. You haven’t attempted to example any application or provide a fraud risk framework. | Your examination of the operational risk lacks sufficient details, mainly confined to the definitions. Further, you have only provided limited application, and the fraud risk framework is only a primary attempt. | Your examination of the operational risk is restricted to background research and the lecture content, but you have mentioned the relevant regulations. Further, the fraud risk framework has been applied correctly but needs further explanation. | Your examination of the operational risk is reasonably researched, covering modern-day measurement and management with generally sound arguments. Further, your application examples show a good level of understanding. Your fraud risk framework shows you have investigated your bank’s examples using relevant media/academic sources. | Your examination of the operational risk is well researched, covering all critical modern-day measurement and management issues with rationalised arguments (as well as appropriate theory). From your research, It is clear that you understand the regulations. You have constructed an effective fraud risk assessment framework to mitigate against potential fraud risks for the bank of your choice. | Your examination of the operational risk is critically researched with insightful arguments covering all traditional theory, measurement and management issues. You have demonstrated further understanding via your application examples. An excellent approach to constructed an effective fraud risk assessment framework to mitigate against potential fraud risks for the bank of your choice. Further you have drawn from broader examples to compare and contrast. | You have produced an exemplary examination of the operational risk literature, providing critical arguments of how banks address the regulations on all aspects of identifying measurement and management issues. You have fully understood how this risk affects your bank via your quantitative examples and have ascertained areas for improvement. An excellent approach to constructed an effective fraud risk assessment framework to mitigate against potential fraud risks for the bank of your choice. Further you have drawn from more comprehensive examples to compare and contrast. |
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